BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 16-Sep-2020

                                              Interest Rate                 Oustanding Outstanding
                               Volume      min      max     mode   weighted   Original         TTM
                           (mil.Baht)                               average   Maturity  (mil.baht)

O/N                            40,650    0.400    0.500    0.480    0.47475     40,650     40,650
T/N                             0.000    0.000    0.000    0.000      0.000      0.000      0.000
Call                            0.000    0.000    0.000    0.000      0.000      0.000      0.000
Total                          40,650    0.000    0.000    0.000      0.000     40,650     40,650
less than 1 month (not
 incl. of O/N,T/N,call)1/       3,050    0.490    0.495    0.495      0.494     21,850     24,950
1 month 2/                      0.000    0.000    0.000    0.000      0.000        100      2,150
2 month 3/                      0.000    0.000    0.000    0.000      0.000      5,500      4,800
3 month 4/                      0.000    0.000    0.000    0.000      0.000      6,650      4,200
6 month 5/                      0.000    0.000    0.000    0.000      0.000     34,000     32,000
9 month 6/                      0.000    0.000    0.000    0.000      0.000      0.000      0.000
12 month 7/                     0.000    0.000    0.000    0.000      0.000      0.000      0.000
Total Term Transactions         3,050    0.000    0.000    0.000      0.000     68,100     68,100
Grand Total                    43,700    0.400    0.500    0.490    0.47611    108,750    108,750
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand